Counterpoint Dynamics

Looking for specialized consulting skills in risk management and capital markets?

Established in 2013, Counterpoint Dynamics was conceived with an ambition to cultivate a consulting expertise that seamlessly integrates technological systems with business acumen. Leveraging our expertise in Software Architecture and Risk Management, we firmly believe that the efficacy of any pricing model is contingent upon the quality of the data it assimilates.

Our top-tier Quants, Developers, and Integration Engineers recognize the imperative synergy between IT and business, particularly in our current landscape characterized by stringent regulations and simulation-intensive scenarios.

Counterpoint Dynamics combines business, technology and quantitative knowledge in innovative ways to provide cutting edge solutions.

What we do

Quantitative Analysis and Development

Hedge effectiveness calculation
Derivative pricing libraries
XVA Optimisation
Model validation for market risk and front-office derivative pricing models, VaR and Expected Shortfall.

Financial Engineering/ Risk Analysis

Modelling of derivatives on risk and front-office software.
Implementation of FRTB, SIMM, VaR methodologies etc.
CVA, DVA, FVA and PFE calculation and validation.
Front Arena, Adaptiv Analytics, Murex, Matlab, IBM Algorithmics Riskwatch/ARA/ASE, SAS, Maitland.

Business Analysis and Software implementation

Feeds between source systems and risk systems for derivatives, market data, counterparty information and financial information.
Implementation of credit risk, market risk, prime broking, securitization and payments systems.
Trader specific user interfaces into standard front office systems

Software development and architecture

Full stack development using .Net, Javascript, Angular, SQL and Python.
Application Architecture.
Cross siloed business product development, enabling cross selling of retail banking clients with CIB type products